Correlation
The correlation between IFV and VYMI is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
IFV vs. VYMI
Compare and contrast key facts about First Trust Dorsey Wright International Focus 5 ETF (IFV) and Vanguard International High Dividend Yield ETF (VYMI).
IFV and VYMI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IFV is a passively managed fund by First Trust that tracks the performance of the Dorsey Wright International Focus Five Index. It was launched on Jul 22, 2014. VYMI is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US High Dividend Yield Index. It was launched on Feb 25, 2016. Both IFV and VYMI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IFV or VYMI.
Performance
IFV vs. VYMI - Performance Comparison
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Key characteristics
IFV:
0.77
VYMI:
1.10
IFV:
1.12
VYMI:
1.51
IFV:
1.15
VYMI:
1.21
IFV:
0.59
VYMI:
1.32
IFV:
2.35
VYMI:
4.66
IFV:
5.26%
VYMI:
3.63%
IFV:
17.32%
VYMI:
16.14%
IFV:
-48.89%
VYMI:
-40.00%
IFV:
-3.10%
VYMI:
-0.39%
Returns By Period
In the year-to-date period, IFV achieves a 15.05% return, which is significantly lower than VYMI's 17.48% return.
IFV
15.05%
5.63%
12.62%
12.71%
5.91%
9.17%
3.01%
VYMI
17.48%
5.00%
14.67%
16.75%
11.64%
14.71%
N/A
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IFV vs. VYMI - Expense Ratio Comparison
IFV has a 1.06% expense ratio, which is higher than VYMI's 0.22% expense ratio.
Risk-Adjusted Performance
IFV vs. VYMI — Risk-Adjusted Performance Rank
IFV
VYMI
IFV vs. VYMI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Dorsey Wright International Focus 5 ETF (IFV) and Vanguard International High Dividend Yield ETF (VYMI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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Dividends
IFV vs. VYMI - Dividend Comparison
IFV's dividend yield for the trailing twelve months is around 1.68%, less than VYMI's 4.13% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IFV First Trust Dorsey Wright International Focus 5 ETF | 1.68% | 2.31% | 2.88% | 3.79% | 1.04% | 1.53% | 2.91% | 1.86% | 1.43% | 1.10% | 1.52% | 0.21% |
VYMI Vanguard International High Dividend Yield ETF | 4.13% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% | 0.00% |
Drawdowns
IFV vs. VYMI - Drawdown Comparison
The maximum IFV drawdown since its inception was -48.89%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for IFV and VYMI.
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Volatility
IFV vs. VYMI - Volatility Comparison
First Trust Dorsey Wright International Focus 5 ETF (IFV) has a higher volatility of 2.76% compared to Vanguard International High Dividend Yield ETF (VYMI) at 2.57%. This indicates that IFV's price experiences larger fluctuations and is considered to be riskier than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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